+249.6%
OKLO vs GWRE
+50.1%
+199.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.6% | -9.8% | -9.3% |
| 7D | -12.2% | -13.2% | +1.0% | -9.5% |
| 30D | -19.7% | -18.6% | -1.2% | -17.4% |
| 3M | -37.4% | +18.9% | -56.3% | -43.7% |
| 6M | -42.3% | -11.0% | -31.3% | -43.4% |
| YTD | -49.5% | -29.9% | -19.6% | -44.5% |
| 1Y | -54.7% | -44.3% | -10.4% | -43.6% |
| 3Y | +249.6% | +51.7% | +197.9% | +208.7% |
| All | +249.6% | +50.1% | +199.5% | +208.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GWRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling